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» In Praise of Numerical Computation
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81
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JC
2010
55views more  JC 2010»
14 years 11 months ago
Dimension-wise integration of high-dimensional functions with applications to finance
We present a new general class of methods for the computation of high-dimensional integrals. The quadrature schemes result by truncation and discretization of the anchored-ANOVA d...
Michael Griebel, Markus Holtz
SIAMSC
2010
160views more  SIAMSC 2010»
14 years 11 months ago
Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential
The shift-invert Arnoldi method is employed to generate an orthonormal basis from the Krylov subspace corresponding to a real Toeplitz matrix and an initial vector. The vectors and...
Spike T. Lee, Hong-Kui Pang, Hai-Wei Sun
CAV
2010
Springer
227views Hardware» more  CAV 2010»
14 years 11 months ago
Breach, A Toolbox for Verification and Parameter Synthesis of Hybrid Systems
We describe Breach, a Matlab toolbox providing a coherent set of simulation-based techniques aimed at the analysis of deterministic models of hybrid dynamical systems. The primary ...
Alexandre Donzé
106
Voted
GLOBECOM
2010
IEEE
14 years 10 months ago
Dynamic Channel Selection in Cognitive Radio Network with Channel Heterogeneity
We consider the channel selection problem in a cognitive radio network with heterogenous channel availabilities at different nodes. We formulate the maximum channel selection (MCS)...
Fen Hou, Jianwei Huang
JCPHY
2011
85views more  JCPHY 2011»
14 years 3 months ago
A fast method for the solution of the Helmholtz equation
In this paper, we consider the numerical solution of the Helmholtz equation, arising from the study of the wave equation in the frequency domain. The approach proposed here diffe...
Eldad Haber, Scott MacLachlan